Buy/Sell Aggregated Delta Pressure - InFinitoModified & Updated script from MARKET VOLUME by Ricardo M Arjona @XeL_Arjona that Includes Aggregated Volume , Delta Buy/Sell Pressure
Aggregation code originally from Crypt0rus
***The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually***
***The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol***
- Calculated based on Aggregated Volume instead of by symbol volume . Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures , Perpetuals, Futures+Perpetuals and All Volume ).
- As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC . In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin.
- Buy/Sell Pressure: Smoothens the buy and sell volume into a signal for each. Which makes it easier to identify Buy and Sell Volume Flow.
- Buy/Sell Delta Pressure: Calculates the difference between Buy & Sell Pressure and plots a Delta signal that shows who is in control currently.
- Buy/Sell + Delta Pressure: Displays both Buy & Sell Pressure and Delta pressure. This can help to visualize who is in control but also how much pressure there is on each side.
- A Moving Average can be plotted to the Delta pressure. This, with confluence, can give great entries/exits
Things to look for:
- Divergences: If price keeps moving in one direction but the pressure to that side decreases it can be inferred that the move might slow down soon or revert. As well if pressure to one side increases but price does not react to it, it signals that the other side is stronger.
- MA/Zero Crossovers: Delta Pressure Crossover of its moving average or the 0 Line can indicate direction changes prematurely
Wyszukaj w skryptach "Futures"
Aggr. CDV / Delta Volume - InFinitoModified & Updated script from MARKET VOLUME by Ricardo M Arjona @XeL_Arjona that Includes Aggregated Volume, Delta Volume, Volume by Side
Aggregation code originally from Crypt0rus
Candle Plotting code from LonesomeTheBlue
***The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually***
***The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol***
- Calculated based on Aggregated Volume instead of by symbol volume . Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures , Perpetuals, Futures+Perpetuals and All Volume ).
- As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC . In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin.
All Aggregated Volume By Side: Based of Xel_Arjona's calculation, buy and sell volume is estimated each period. This indicators can display both Buy Volume and Sell Volume for each period.
Aggregated Delta Volume By Side: Displays the difference between Buy & Sell Volume as Delta (Down if Sell Vol - Up if Buy Vol)
Aggregated Cumulative Delta Volume: Displays the sum of Delta Volume as a line, candles or Heiken Aishi Candles. Great for observing Volume Flow and spotting divergences
- It is Possible to add an MA to the CVD and to color fill in between the indicator and the MA
- It is possible to reset the indicators basis to 0 periodically
COT Net Positions BTC & ETH FO_ALLWeekly Commitment of Traders Report for Futures positions, as well as futures plus options positions.
This is only for Bitcoin and Ether.
OPEN INTEREST
DEALER
ASSET MANAGER
LEVERAGED FUNDS
OTHER REPORTABLE
TOTAL REPORTABLE
NON REPORTABLE
Aggregated Money Flow Index - InFinitoModified Version of In-Built Money Flow Index Indicator. Aggregated Volume is used for it's calculation + a couple of other features.
Aggregation code originally from Crypt0rus
***The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually***
***The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol***
- Calculated based on Aggregated Volume instead of by symbol volume . Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures , Perpetuals, Futures+Perpetuals and All Volume ).
- As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC . In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin.
- Added Moving Average ( SMA , EMA , WMA , RMA, VWMA ) that can be plotted to the MFI
- Added 10/90 level and 45/55 range level
Things to look for:
- Divergences: Can be a very good reversal signal
- MA crossovers & Oversold/Overbought levels crossover: With proper confluence, entering a position at MA crossover and exiting at oversold/overbought levels can give very good swing setups (Or scalps on LTF)
- Center range retests: Once in a trend, retesting the middle range can give very good entries and confirmations of the trend
- Confluence of the latter: In combination, if more than one of these occur at the same time it can give more clarity regarding the current state of the market.
Aggregated Chaikin Money Flow - InFinitoModified Version of In-Built Chaikin Money Flow Indicator. Aggregated Volume is used for it's calculation + a couple of other features.
Aggregation code originally from Crypt0rus
***The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually***
***The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol***
- Calculated based on Aggregated Volume instead of by symbol volume. Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures , Perpetuals, Futures+Perpetuals and All Volume ).
- As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC. In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin.
- Added Moving Average ( SMA , EMA , WMA , RMA, VWMA) that can be plotted to the CMF
- Changed 0 line to a small range which tends to be more relevant than the 0 line. This range can be manually modified
Things to look for:
- Divergences: Can be a very good reversal signal
- MA crossovers: Can be a very good confluent Buy/Sell signal
- Center range retests: CMF is normally defined as bullish above 0 and bearish below 0. In this case it is above or below the middle range. Even if the start of the move was missed. The retest of the middle range can give very good entries.
- Confluence of the latter
Aggregated On Balance Volume - InFinitoOn Balance Volume calculated with aggregated and normalized volume data and a few other features:
Aggregation code originally from Crypt0rus
Candle Plotting code from LonesomeTheBlue
***The indicator can be used for any coin/symbol to aggregate volume, but it has to be set up manually***
As normal OBV, this indicator can be used to find divergences and to have an idea of volume flow. Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures, Perpetuals, Futures+Perpetuals and All Volume).
As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC. In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin.
Extra features:
- Based off LonesomeTheBlue, OBV can be plotted as candles and as Heiken Aishi candles (which give wick information)
- A Moving Average (SMA, EMA, WMA, RMA, VWMA) can be plotted to the OBV. This can be used as a confluent signal to enter a trade on a crossover or to know the strength of the current move.
- The OBV basis can be reset to 0 periodically, making it more oscillator-like and allowing to focus only on a certain period of time.
Aggregated Volume - By InFinitoVolume indicator that works like a normal Volume indicator with the following additional features:
- Aggregates Volume across different exchanges and Market Types - *Original Aggregation Code By Crypt0rus*
- Displays data by Market Type and combinations of Market Types (Spot, Futures , Perpetuals, Futures+Perpetuals & All Volume )
- Allows for the user to select the exchanges from which to aggregate Volume (This allows for the aggregation of any other pair i.e ETH, SOL, LUNA)
- Normalizes the Volume reported through TradingView by every exchange in order to homogenize the data (i.e Binance reports Bitcoin Volume in BTC terms BUT FTX reports Bitcoin Volume in USD)
- Allows for manual input of how Volume is reported in a particular Pair/Exchange (i.e If you want to aggregate data from the BTCEUR pair, you can select 'Other' and introduce the Value of EUR in USD terms)
COIN: Select this option if the volume is reported in terms of the asset traded ( BTC , ETH, SOL, etc....)
USD: Select this option if the Volume is reported in terms of the USD amount traded
OTHER: Select this option in case the Volume is reported in another currency (EUR, ETH, etc....)
NOTE: *ALL VOLUME IS AGGREGATED IN TERMS OF THE ASSET TRADED, FOR EXAMPLE IN THIS CASE: BTC . BUT IF YOU'RE AGGREGATING BNB PAIRS, VOLUME WILL BE CALCULATED TO BE DISPLAYED IN BNB TERMS*
Feel free to leave suggestions/questions in the comments or to message them directly to me
Market Sector Scanner/Screener With MOM + RSI + MFI + DMI + MACDMARKET SECTOR SCANNER/SCREENER MOM + RSI + MFI + DMI + MACD FOR STOCKS CRYPTO & FOREX
This script scans 9 markets constantly and returns the values of 5 different popular indicators.
This indicator helps you see when one of your favorite stocks is bullish or bearish when you are not watching that chart so you can always catch the big moves as they happen.
***HOW TO USE***
A great way to use this market screener is to set up separate chart layouts for each sector you like to trade. Such as the top 9 stocks in the S & P 500, top 9 stocks in the XLF etf, etc. Make sure to set up separate chart layouts in Tradingview so you don’t have to change the symbols constantly. This will give you a good idea in real time if that entire sector is bullish, bearish or mixed. When the entire grid goes red or green, those are very strong signs of market direction across that entire sector, so trades in the corresponding direction are quite safe.
This can be done for crypto as well, using the top 9 cryptocurrencies by market cap. Watch the grid and wait for the entire lot to turn green or red and then take a position in that direction.
You can also use this with a variety of your favorite tickers so you can see when specific markets are looking strong in either direction, instead of constantly changing charts or missing good opportunities because you weren’t watching that specific chart.
This grid can also be used to determine how long to hold a position as well. If the entire grid is still green or red, according to your trade direction, you can usually expect price to continue in that direction until you see some conflicting colors start to pop up on the grid. As it starts to give mixed signals, you can expect the market to be indecisive or reverse which is a good time to get out.
If you have your scanner setup to show similar markets in one sector, be careful taking trades when the grid is very mixed in color. This shows signs of indecision and will likely have choppy price action until the market decides a direction so make sure to use caution when the grid is mixed. It is best to wait for the entire grid to turn green or red and then take position.
***COLOR MEANINGS***
When each indicator value is in bullish territory, the background of that value will turn green.
When each indicator value is in bearish territory, the background of that value will turn red.
When each indicator value is in neutral territory, the background of that value will turn blue.
When all 5 indicators for a ticker are bullish, the ticker background will turn green.
When all 5 indicators for a ticker are bearish, the ticker background will turn red.
When there is a mixture of bullish and bearish values, the ticker background will turn blue.
***CUSTOMIZATION***
You can customize which tickers are in your scanner including stocks, crypto, futures and forex, the source of the indicators, the length of the indicator settings and the smoothing parameters.
***INDICATORS USED***
The indicators used for each ticker are as follows:
Momentum(MOM) - Default length is 14. Bullish is above zero, bearish is below zero.
Relative Strength Index(RSI) - Default length is 14. Bullish is above 50, bearish is below 50.
Money Flow Index(MFI) - Default length is 14. Bullish is above 50, bearish is below 50.
Directional Movement Index(DMI) - Default length is 14 and smoothing is 14. Calculated by subtracting di minus from di plus. If the value is positive, it is bullish. If the value is negative, it is bearish.
Moving Average Convergence & Divergence(MACD) - Default settings are 12, 26, 9. If the short line is greater than the long line, then it is bullish. If the short line is less than the long line, it is bearish.
***MARKETS***
This market scanner can be used as a signal on all markets, including stocks, crypto, futures and forex.
***TIMEFRAMES***
This scanner can be used on all timeframes and pulls data from other tickers using the same timeframe as what your current chart is set to.
***TIPS***
Try using numerous indicators of ours on your chart so you can instantly see the bullish or bearish trend of multiple indicators in real time without having to analyze the data. Some of our favorites are Trend Friend Scalp & Swing Signals, Auto Fibonacci, Directional Movement Index, Volume Profile With Buy/Sell Pressure, Auto Support And Resistance and Money Flow Index in combination with this Scanner. They all have real time Bullish and Bearish labels as well so you can immediately understand each indicator's trend.
Bitcoin Spot PremiumPlots the difference between the Bitcoin Spot price and the average of 7 Futures prices.
The idea being that Spot leads the market, and when Spot is priced significantly higher than Futures, price should increase. And vice-versa.
Possible uses:
Sharp changes could indicate a reversal is coming
A consistently large premium can be used as additional validation of trend continuation
Divergences may help identify trend exhaustion
If you find a strategy that works well with this indicator, I'd love to know. Enjoy!
Nifty / Banknifty Dashboard by RiTzNifty / Banknifty Dashboard :
Shows Values of different Indicators on current Timeframe for the selected Index & it's main constituents according to weightage in index.
customized for Nifty & Banknifty (You can customize it according to your needs for the markets/indexes you trade in)
Interpretation :-
VWAP : if LTP is trading above VWAP then Bullish else if LTP is trading below VWAP then Bearish.
ST(21,1) : if LTP is trading above Supertrend (21,1) then Bullish , else if LTP is trading below Supertrend (21,1) then Bearish.
ST(14,2) : if LTP is trading above Supertrend (14,2) then Bullish , else if LTP is trading below Supertrend (14,2) then Bearish.
ST(10,3) : if LTP is trading above Supertrend (10,3) then Bullish , else if LTP is trading below Supertrend (10,3) then Bearish.
RSI(14) : Shows value of RSI (14) for the current timeframe.
ADX : if ADX is > 75 and DI+ > DI- then "Bullish ++".
if ADX is < 75 but >50 and DI+ > DI- then "Bullish +".
if ADX is < 50 but > 25 and DI+ > DI- then "Bullish".
if ADX is above 75 and DI- > DI+ then "Bearish ++".
if ADX is < 75 but > 50 and DI- > DI+ then "Bearish+".
if ADX is < 50 but > 25 and DI- > DI+ then "Bearish".
if ADX is < 25 then "Neutral".
MACD : if MACD line is above Signal Line then "Bullish", else if MACD line is below Signal Line then "Bearish".
PDH-PDL : "< PDH > PDL" means LTP is trading between Previous Days High(PDH) & Previous Days Low(PDL) which indicates Rangebound-ness.
"> PDH" means LTP is trading above Previous Days High(PDH) which indicates Bullish-ness.
"< PDL" means LTP is trading below Previous Days Low(PDL) which indicates Bearish-ness.
Alligator : If Lips > Teeth > Jaw then Bullish.
If Lips < Teeth < Jaw then Bearish.
If Lips > Teeth and Teeth < Jaw then Neutral/Sleeping.
If Lips < Teeth and Teeth > Jaw then Neutral/Sleeping.
Settings :
Style settings :-
Dashboard Location: Location of the dashboard on the chart
Dashboard Size: Size of the dashboard on the chart
Bullish Cell Color: Select the color of cell whose value is showing Bullish-ness.
Bearish Cell Color: Select the color of cell whose value is showing Bearish-ness.
Neutral Cell Color: Select the color of cell whose value is showing Rangebound-ness.
Cell Transparency: Select Transparency of cell.
Columns Settings :-
You can select which Indicators values should be displayed/hidden.
Rows Settings :-
You can select which Stocks/Symbols values should be displayed/hidden.
Symbol Settings :-
Here you can select the Index & Stocks/Symbols
Dashboard for Index : select Nifty/Banknifty
if you select Nifty then Nifty spot, Nifty current Futures and the stocks with most weightage in Nifty index will be displayed on the Dashboard/Table.
if you select Banknifty then Banknifty spot, Banknifty current Futures and the stocks with most weightage in Banknifty index will be displayed on the Dashboard/Table.
You can Customise it according to your needs, you can choose any Symbols you want to use.
Note :- This is inspired from "RankDelta" by AsitPati and "Nifty and Bank Nifty Dashboard v2" by cvsk123 (Both these scripts are closed source!)
I'm not a pro Developer/Coder , so if there are any mistakes or any suggestions for improvements in the code then do let me know!
BankNifty - OBVThis script tries to draw OBV for BankNifty using Futures Volume along with Average OBV. For Nifty50 just change the Futures Volume symbol in settings. Look at devations in Price vs OBV or Average OBV breakout.
NSE:NIFTY
NSE:BANKNIFTY
Chanu Delta RSI StrategyThis strategy is built on the Chanu Delta RSI , which indicates the strength of the Bitcoin market. The problem with the previous Chanu Delta Strategy was that it was simply based on the price difference between the two Bitcoin markets, so there was no universality. However, this new Chanu Delta RSI strategy solves the problem by introducing an RSI that compares the price difference trend.
When the Chanu Delta RSI hits “Bull Level” and “Bear Level” and closes the candle, long and short signals are triggered respectively. The example shown on the screen is a default setting optimized for a 4-hour candlestick strategy based on the Bybit BTCUSDT futures market. You can use it by adjusting the setting value and modifying it to suit you.
This strategy is selectable from both reference and large amplitude BTCUSD markets in order to enable fine backtesting. I recommend using BYBIT:BTCUSDT for the reference market and COINBASE:BTCUSD for the large amplitude market.
(Note) Using the "Chanu Delta RSI" to know the current indicator value in real time, it is convenient to predict the signal of the strategy.
(Note) Because the Chanu Delta RSI represents the price difference based on the Bybit BTCUSDT futures market, backtesting is possible from March 2020.
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이 전략은 비트코인 시장의 강점을 나타내는 Chanu Delta RSI를 기반으로 합니다. 기존 Chanu Delta 전략의 문제점은 단순히 두 비트코인 시장의 가격차를 기준으로 하여 보편성이 없었다는 점이다. 하지만 이번 새로운 Chanu Delta RSI 전략은 가격차이 추세를 비교하는 RSI를 도입해 문제를 해결했습니다.
Chanu Delta RSI가 "Bull Level"과 "Bear Level"에 도달하고 봉마감하면 롱, 숏 신호가 각각 트리거됩니다. 화면에 보이는 예시는 Bybit BTCUSDT 선물 시장을 기반으로 한 4시간 캔들스틱 전략에 최적화된 기본 설정입니다. 설정값을 조정하여 자신에게 맞게 수정하여 사용하시면 됩니다.
이 전략은 정밀한 백테스팅을 가능하게 하기 위해 참조 및 큰 진폭 BTCUSD 시장에서 모두 선택할 수 있습니다. 참조 시장에는 BYBIT:BTCUSDT를 사용하고 큰 진폭 시장에는 COINBASE:BTCUSD를 사용하는 것이 좋습니다.
(주) "Chanu Delta RSI"를 이용하여 현재 지표 값을 실시간으로 알 수 있어 전략의 시그널을 예측하는데 편리합니다.
(주) Chanu Delta RSI는 바이비트 BTCUSDT 선물시장을 기준으로 가격차이를 나타내므로 2020년 3월부터 백테스팅이 가능합니다.
How Old Is this Bull Run Getting? Check MA Test Bars SinceThere are many price-based techniques for anticipating the end of a move. However, the simple passage of time can also help because bull markets don’t last forever. While old age doesn’t necessarily cause investors to sell, a reversal becomes more likely the longer a trend lasts.
So, how long have prices been going up? There are various ways to measure that. Our earlier script, MA streak , offered one solution by counting the number of bars that a given moving average has been rising or falling.
Today’s script takes a different approach by counting the number of candles since price touched or crossed a given moving average. It tracks the 50-day simple moving average (SMA) by default. It can be adjusted to other types like exponential and weighted with the AvgType input.
In the chart above, Bars Since MA Test was adjusted to use the 200-day SMA. Viewing the S&P 500 with this study helps put the current market into context.
We can see that prices last touched the 200-day SMA 386 sessions ago (June 29, 2020). That’s relatively long based on history, but not unprecedented. For example, the indicator was at 407 in February 2018 as the market pulled back. It also hit 475 in October 2014 (following the breakout above 2007 highs).
Additionally, the S&P 500 is nearing the record of the 1990s bull market (393 candles on July 12, 1996).
Before that, you have to look all the way back to the 1950s, when it twice peaked at 627.
The conclusion? The current run without a test of the 200-day SMA is above average, but not yet record-setting. It may be interesting to watch as earnings season approaches and the Federal Reserve looks to tighten monetary policy.
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Investing involves risks. Past performance, whether actual or indicated by historical tests of strategies, is no guarantee of future performance or success. There is a possibility that you may sustain a loss equal to or greater than your entire investment regardless of which asset class you trade (equities, options, futures, or digital assets); therefore, you should not invest or risk money that you cannot afford to lose. Before trading any asset class, first read the relevant risk disclosure statements on the Important Documents page, found here: www.tradestation.com .
MAX4 Ord. Volatility Market ScannerScan volatility of for NEW 15 coin listed on binance futures , print result in label ordered form higher or lower volatility Use it in combination with MAX2 Ord. Volatility Market and MAX1 Ord. Volatility Market Scanner to have all binance futures coin scan
SetSessionTimesLibrary "SetSessionTimes"
Function to automatically set session times for symbols and eventually timezone.
Useful mainly for futures contracts, to differentiate between pit and overnight sessions, and for 24 hours symbols if you want to "create" sessions for them
This library only returns correct session times to the calling script and does nothing by itself on the chart. the calling script must then use the returned session times to do anything.
For example, in the attached chart this library is used by my initial balance indicator, which calls it to retrieve the correct session times for the selected symbol in the chart, given that different futures contracts have different pit session times (RTH times) and Tradingview hasn't implemented that yet.
SetSessionTimes()
Elevated Leverage index System - ELiSELEVATED LEVERAGE index SYSTEM (ELiS) tries to solve the problem of adjusting meaningful leverage in futures and margin trading.
The biggest problem for traders is adjusting the leverage level manually.
Concerning about the volatilities it's very hard to set a meaningful leverage level.
ELiS includes 4 different volatility component which are:
1- nATR: Normalized Average True Range which is actually ATR/price to stabilize ATR's value differences when price changes are high on long term periods.
2- Standard Deviation
3- Kairi based nATR
4- Bollinger %B
which are scaled from 0 to 100 and takes different averages with different combinations & ratios and combines them as an index.
This index calculates an average volatility to set the true leverage level when trading futures especially in Crypto and FX markets.
There are 5 risk levels of "GEARS" like on automobiles to set the max leverage for risk management.
Gear 1 - CONSERVATIVE: max leverage level can be 20 for swing traders and beginners
Gear 2 - STANDARD: max leverage level can be 25 (default) for day traders
Gear 3 - AVERAGE: max leverage level can be 33 for day traders
Gear 4 - RISKY: max leverage level can be 50 for scalpers
Gear 5 - AGRESSIVE: max leverage level can be 100 for advanced scalpers
default length for ATR, Standard Deviation and %B are all 50
Simply:
When markets aren't volatile: ELiS indicateshigher leverage values to maximize profits.
When markets are volatile enough: ELiS indicates lower values to reduce risk level.
hope you all enjoy ELiS on profitable trades.
DCA Bot Long/Short Thanks to @TheTradingParrot for the inspiration and knowledge shared.
Thanks to @ericlin0122 for the original DCA Bot Emulator which is the backbone of this strategy.
The script simulates DCA strategy with parameters used in 3commas DCA bots for futures trading. Experiment with parameters
to find your trading setup.
Beware how large your total leveraged position is and how far can market go before you get liquidated!
Do that with the help of futures liquidation calculators you can find online!
I`ve added:
1) an internal average price and profit calculating, instead of TV`s native one, which is subject to severe slippage.
2) I`ve built a graphic interface, so levels are clearly visible and back-test analyzing made easier.
3) now both Long & Short direction of the strategy exist.
4) trailing TP which was featured in the initial script has been removed because TV`s execution model makes
it impossible to know how the real world trailing would have unfolded.
5) the table is self explanatory, and it is there to help you discover what happened and where.
6) vertical colored lines appear when the new maximum deviation from the original price has
been reached
All the trading happens with total account capital, and all order sizes inputs are expressed in percent.
Known issues:
When deviation is small, and the same candle triggers safety AND the close order, the initial orders are closed, but a
new one opens on the next candle. This is "resolved" by closing the unwanted trade forcefully on the next candle, affecting
profit calculating minimally and guaranteeing that what should be closed has been closed.
The code could be improved through use of arrays, making the table flexible so the number of rows should be dynamic depending
on the number of SOs.
!!!!! IMPORTANT!!!!!
This strategy script is made to receive a signal from an exterior study script, which should plot +100 for long or -100 for short
entry (that is by default - values can be changed in the strategy settings menu). That plot should be found in "Enter Trigger" input
dropdown menu at the bottom of strategy settings menu. Removing the "and trigger == long/short_trigger" condition from strategy entry
conditions makes the strategy open trades ASAP.
Cheers!
Unusual Time Frame VolumeThis script plots the ratio of each volume bar to the average daily volume of that specific bar (at that specific time of day).
You can see what the volume at the 09:30 (or whenever) bar looks like compared to the average volume at the same time during the previous X number of days.
The output can be read like a normal volume chart; however, you can see at a glance whether these is more volume than "normal" for that time of day.
A value of "2" would be 2x the "normal" volume; a value of "0.5" would be half.
Thus, if bars exceed the value of "1", you know that there is more volume than normal.
If the bar exceeds an adjustable threshold, it will change the color of the bar to yellow; otherwise it will be orange for values exceeding "1".
As a consequence to this approach, the plot is effectively normalized such that it obviates the need to scale up or down as volume changes throughout the day.
Notes:
If the settings are not set appropriately for your mode and time frame, the output will be incorrect/invalid!
Make sure you set the "Asset Mode" and "Time Frame (minutes)" to values that match your asset and chart setting. For example, if you are trading Futures on a 2m chart, set the Asset Mode to Futures and Time Frame to 2m. If you are trading crypto on a 5m chart, set the Asset Mode to 24/7 and Time Frame to 5m.
If you choose a "Look-back (Days)" setting that is too far back given the time frame, the script will produce an error. I suggest playing with settings from 1 (compares volume to the previous day's volume) to the highest number that doesn't break the script. For example, at a 2m time frame, the maximum look-back will be 6-7 depending on which mode you are using. Longer time frames allow larger look-back values. I find that the default value (6 Days) does a decent job in general.
Michigandolf's 30min Opening RangeThis script plots the 30min Opening Range as well as the previous day's high & low.
Description:
Blue Line = Top of the 30min Opening Range for the session
Pink Line = Bottom of the 30min Opening Range for the session
White Line = Mid-Point of the 30min Opening Range for the session
White Transparent Area = The full range of the 30min Opening Range
Green Line = Yesterday's High for the session
Red Line = Yesterday's Low for the session
Use:
The Opening Range will continue to expand until the first 30minutes of trading has passed, at which point the range will lock in place for the remainder of the trading session. Many traders use these important levels to gauge trade entries and exits (e.g. Mark Fisher's ACD strategy).
This script does not work currently work for futures (e.g. ES, NQ, RTY) due to the session start time. Will configure for futures trading in a future update.
Chanu Delta StrategyThis strategy is built on the Chanu Delta Indicator, which indicates the strength of the Bitcoin market. When the Chanu Delta Indicator hits “Delta_bull” and “Delta_bear” and closes the candle, long and short signals are triggered respectively. The example shown on the screen is a default setting optimized for a 4-hour candlestick strategy based on the Bybit BTCUSDT futures market. For the 15-minute candle, "Delta_bull=32", "Delta_bear=-31", "Source=hlc3" are best. You can use it by adjusting the setting value and modifying it to suit you.
If you use this strategy in conjunction with the Chanu Delta Indicator, it is convenient to anticipate alert signals in advance. Since the Chanu Delta Indicator represents the price difference based on the Bybit BTCUSDT futures market, backtesting is possible from March 2020.
TurboVWAPs 3XAwesome indicator that will plot on your chart up to 3 different VWAPs and optionally up to 3 standard deviations for each one.
Each VWAP can be configured to be a Rolling or Anchored VWAP and to automatically adapt its period depending on the current chart timeframe. For example, you can configure each VWAP to be a rolling 30min VWAP for timeframes below 30M, a session-anchored VWAP between 30M and 1D timeframes, a rolling monthly VWAP for a 1D timeframe and a quarterly VWAP for a weekly timeframe.
You can disable any of the three VWAPs or any of its standard deviations bands.
For session-anchored VWAPs the script will automatically set session times depending on the current futures contract (only for US and EUR futures) if desired. You can disable this feature and manually input session start and end times.
money managementthis indicator has been designed to make your calculations easier and faster.
you can use this indicator to set tp and sl prices based on your entry price, balance,risk and leverage.
it has been designed only for cryptocurrency market and it is not recommended to use it in other markets!
1- enter your balance in the setting of the indicator.
2- enter risk percentage of your balance.
3- enter your sl percentage.
4- enter your tp percentage.
5- set your leverage if you are trading in futures market.
6- and at last set your entry price.
your position size both in spot market and futures market and the exact price of tp and sl , will be shown top right of the screen.
caution: before using this indicator in real market, please make sure that you understand this indicator's behavior and test it.
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این اندیکاتور برای تسریع محاسبات مدیریت سرمایه و سهولت رعایت آن طراحی شده است.
شما میتوانید با وارد کردن پارامترهاقیمت ورودی، سرمایه کل، ریسک و اهرم، قیمت حد سود و ضرر خود را محاسبه کنید.
همچنین اندازه حجم معاملات شما توسط این اندیکاتور محاسبه خواهد شد.
این اندیکاتور برای بازار کریپتوکارنسی طراحی شده است و استفاده از آن در سایر بازارها پیشنهاد نمیشود.
از بخش تنظیمات اندیکاتورمراحل زیر را انجام دهید:
1- میزان سرمایه خود را در قسمت بالانس وارد کنید
2- میزان ریسک سرمایه در هر معامله را مشخص کنید (به درصد)
3- میزان حد ضرر خود را مشخص کنید (به درصد)
4- میزان حد سود خود را مشخص کنید (به درصد)
5- عدد اهرم خود را وارد کنید
6- قیمت ورود به معامله را وارد کنید
توجه: قبل از استفاده این اندیکاتور در بازار لایو لطفا آن را تست کنید و از کارکرد صحیح آن با مدیریت سرمایه خود اطمینان حاصل فرمایید.
Penrose DiagramGreetings Traders! This is my measly 2 dimensional non-curved take on a Penrose Diagram .
What is a Penrose Diagram?
jila.colorado.edu
"A Penrose diagram is a kind of spacetime diagram arranged to make clear the complete causal structure of any given geometry. They are an indispensable map for navigating inside a black hole. Roger Penrose, who invented this kind of diagram in the early 1950s, himself calls them conformal diagrams." - Source: jila.colorado.edu
Penrose Diagrams allow an understanding of an infinite surface by projecting 4D Spheres on 2 Dimension Squares. The 4D shape within the 2D Square has the ability to reference a definable edge on an infinite boundary.
I thought this concept interesting, as I tend to hold a viewpoint of price being infinite in its own nature, and tried to combine the concepts as best I could.
In a true Penrose Diagram, you'd see curvature as you reached the edge of each Diagram Square to represent the curvature of space-time and the distorted boundary. However due to limitations of Pine and perhaps my own abilities, I decided to go the cheap route and opt for straight lines, as well as beginning each new Penrose Diagram on a new Session Start.
Also in this version, you will notice on some instruments that, as an example, two triangles overlap each other when you Extend the Penrose Diagram. The result of this is intentional and is due to the calculation of the first Triangle for the Penrose Diagram. The data points for each triangle are variable upon the average highest/lowest point from Open Price and the Max/Min highest/lowest point from Open Price over a variable amount of days. For typical instruments such as Futures products and Forex, it is common to see differences between the Highest High Breakout & Lowest Low Breakout, and therefore a difference between the true center of the Triangle and the corresponding angles. I prefer to use a 20-Day Average Period for Forex and Futures Products, for Crypto a 30 Day Average Period, all adjustable from the options menu.
Due to the differences between the data points(particularly the difference from the Session Open to the Highest High/ Lowest Low), the initial values for the extended Penrose Diagram will sometimes overlap with the initial triangle for Penrose Diagram creation. However keep in mind, all triangles are exactly the same, just rotated 180°and translated above and below the current Session Open Price. You can confirm this yourself using the handy Triangle Tool in your Drawing Tools directly from your TradingView Chart.
Haven't managed to play around on all instruments yet, so give it a whirl, and any feedback is greatly appreciated. Hope you enjoy!
-@DayTradingOil